CME Japanese Yen Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9411 |
-0.0029 |
-0.3% |
0.9481 |
| High |
0.9459 |
0.9470 |
0.0011 |
0.1% |
0.9495 |
| Low |
0.9408 |
0.9407 |
-0.0001 |
0.0% |
0.9343 |
| Close |
0.9440 |
0.9425 |
-0.0016 |
-0.2% |
0.9440 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.5% |
0.0152 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
353 |
248 |
-105 |
-29.7% |
1,948 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9623 |
0.9587 |
0.9459 |
|
| R3 |
0.9560 |
0.9524 |
0.9442 |
|
| R2 |
0.9497 |
0.9497 |
0.9436 |
|
| R1 |
0.9461 |
0.9461 |
0.9430 |
0.9479 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9443 |
| S1 |
0.9398 |
0.9398 |
0.9419 |
0.9416 |
| S2 |
0.9371 |
0.9371 |
0.9413 |
|
| S3 |
0.9308 |
0.9335 |
0.9407 |
|
| S4 |
0.9245 |
0.9272 |
0.9390 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9882 |
0.9813 |
0.9524 |
|
| R3 |
0.9730 |
0.9661 |
0.9482 |
|
| R2 |
0.9578 |
0.9578 |
0.9468 |
|
| R1 |
0.9509 |
0.9509 |
0.9454 |
0.9468 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9405 |
| S1 |
0.9357 |
0.9357 |
0.9426 |
0.9316 |
| S2 |
0.9274 |
0.9274 |
0.9412 |
|
| S3 |
0.9122 |
0.9205 |
0.9398 |
|
| S4 |
0.8970 |
0.9053 |
0.9356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9495 |
0.9343 |
0.0152 |
1.6% |
0.0073 |
0.8% |
54% |
False |
False |
439 |
| 10 |
0.9549 |
0.9270 |
0.0279 |
3.0% |
0.0075 |
0.8% |
55% |
False |
False |
417 |
| 20 |
0.9549 |
0.9126 |
0.0423 |
4.5% |
0.0076 |
0.8% |
71% |
False |
False |
327 |
| 40 |
0.9549 |
0.8902 |
0.0647 |
6.9% |
0.0067 |
0.7% |
81% |
False |
False |
229 |
| 60 |
0.9549 |
0.8894 |
0.0655 |
6.9% |
0.0054 |
0.6% |
81% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9738 |
|
2.618 |
0.9635 |
|
1.618 |
0.9572 |
|
1.000 |
0.9533 |
|
0.618 |
0.9509 |
|
HIGH |
0.9470 |
|
0.618 |
0.9446 |
|
0.500 |
0.9439 |
|
0.382 |
0.9431 |
|
LOW |
0.9407 |
|
0.618 |
0.9368 |
|
1.000 |
0.9344 |
|
1.618 |
0.9305 |
|
2.618 |
0.9242 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9439 |
0.9420 |
| PP |
0.9434 |
0.9416 |
| S1 |
0.9429 |
0.9411 |
|